+104.2%
SPG vs TRI
-10.1%
+114.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.6% | -2.0% |
| 7D | -1.7% | -8.4% | +6.7% | +0.1% |
| 30D | -6.3% | -6.5% | +0.2% | -5.2% |
| 3M | -2.4% | +18.6% | -21.0% | -7.3% |
| 6M | +9.6% | -10.4% | +20.1% | +11.7% |
| YTD | +14.2% | -23.7% | +37.9% | +24.1% |
| 1Y | +19.3% | -42.5% | +61.8% | +46.1% |
| 3Y | +106.7% | -19.3% | +126.0% | +104.3% |
| 5Y | +104.2% | -9.7% | +113.9% | +80.5% |
| All | +104.2% | -10.1% | +114.3% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling